Gmo Implementation Fund Manager Performance Evaluation
| GIMFX Fund | USD 12.96 0.01 0.08% |
The fund retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gmo Implementation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Gmo Implementation is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Gmo Implementation Fund are ranked lower than 7 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong technical and fundamental indicators, Gmo Implementation is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 0.3800 |
Gmo |
Gmo Implementation Relative Risk vs. Return Landscape
If you would invest 1,266 in Gmo Implementation Fund on January 19, 2024 and sell it today you would earn a total of 30.00 from holding Gmo Implementation Fund or generate 2.37% return on investment over 90 days. Gmo Implementation Fund is currently producing 0.038% returns and takes up 0.4045% volatility of returns over 90 trading days. Put another way, 3% of traded mutual funds are less volatile than Gmo, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Gmo Implementation Current Valuation
Fairly Valued
Today
Please note that Gmo Implementation's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Gmo Implementation retains a regular Real Value of $12.96 per share. The prevalent price of the fund is $12.96. We determine the value of Gmo Implementation from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Our valuation method for Gmo Implementation Fund is useful when determining the fair value of the Gmo mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Gmo Implementation. Since Gmo Implementation is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Gmo Mutual Fund. However, Gmo Implementation's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 12.96 | Real 12.96 | Hype 12.93 |
The real value of Gmo Mutual Fund, also known as its intrinsic value, is the underlying worth of Gmo Implementation Mutual Fund, which is reflected in its stock price. It is based on Gmo Implementation's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Gmo Implementation's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Gmo Implementation's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Gmo Implementation Fund helps investors to forecast how Gmo mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Gmo Implementation more accurately as focusing exclusively on Gmo Implementation's fundamentals will not take into account other important factors: Gmo Implementation Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gmo Implementation's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Gmo Implementation Fund, and traders can use it to determine the average amount a Gmo Implementation's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0939
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GIMFX |
Estimated Market Risk
| 0.4 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Gmo Implementation is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Gmo Implementation by adding it to a well-diversified portfolio.
Gmo Implementation Fundamentals Growth
Gmo Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Gmo Implementation, and Gmo Implementation fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Gmo Mutual Fund performance.
| Total Asset | 4.65 B | |||
About Gmo Implementation Performance
To evaluate Gmo Implementation Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Gmo Implementation generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Gmo Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Gmo Implementation market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Gmo's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Depending on GMOs outlook, the fund may have exposure to any asset class and at times may be substantially invested in a single asset class. It does not invest directly in commodities and commodity-related derivatives. The fund also may invest in U.S. Treasury Fund, in money market funds unaffiliated with GMO, and directly in the types of investments typically held by money market funds.Things to note about Gmo Implementation performance evaluation
Checking the ongoing alerts about Gmo Implementation for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Gmo Implementation help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund retains about 18.65% of its assets under management (AUM) in cash |
- Analyzing Gmo Implementation's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Gmo Implementation's stock is overvalued or undervalued compared to its peers.
- Examining Gmo Implementation's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Gmo Implementation's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Gmo Implementation's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Gmo Implementation's mutual fund. These opinions can provide insight into Gmo Implementation's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Gmo Implementation Fund. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the Gmo Implementation information on this page should be used as a complementary analysis to other Gmo Implementation's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.